I've had about 8 go arounds in the past 10 years, all at DEN.
I recently asked a UA 777 pilot friend about it and he explained that DEN is a high go around airport for two reasons. 1) strong winds coming of the mountains which switch direction frequently and 2) approach speed for planes nationwide is 250 kts once at 10,000 feet, 10,000 feet in Denver is actually 4720 feet, due to airport elevation, so you are coming in fast.

My wife actually had 3 go arounds on the same plane, DC-10, at ORD in 1999 during a t-storm. They landed on the 4th try. (Alternate airports, MKE, and STL were in storms also).

They don't really bother me too much, unless I'm on a tight connection.